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ISTOXX INDICES
iSTOXX USA Megatrends ESG 30
Index Description
The iSTOXX USA Megatrends ESG 30 Index tracks companies that are exposed to a defined set of megatrends in the USA. The index constituents are linked to one or more of the following themes: Digitalization and Robotics, Infrastructure and Ecological Transition, Wellbeing, Demographic Transformation. Final index screens select largest stocks in terms of free-float market capitalization. Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the respective themes.
Key facts
- Selection of 30 largest stocks in terms of free-float market capitalization.
- Index allows targeted investment in megatrends.
- Detailed FactSet Revere data help select companies with a revenue exposure to sectors related and positively affected by these megatrends.
Descriptive Statistics
Index | Market Cap (USD bn) | Components (USD bn) | Component weight (%) | Turnover (%) | |||||
---|---|---|---|---|---|---|---|---|---|
Full | Free-float | Mean | Median | Largest | Smallest | Largest | Smallest | Last 12 monts | |
iSTOXX USA Megatrends ESG 30 | 6,993.0 | 6,823.0 | 227.4 | 187.8 | 426.5 | 114.4 | 6.3 | 1.7 | 31.5 |
STOXX USA 500 ESG-X | 42,643.3 | 40,970.0 | 91.5 | 37.9 | 3,126.9 | 12.0 | 7.6 | 0.0 | 3.7 |
Supersector weighting (top 10)
Country weighting
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
iSTOXX USA Megatrends ESG 30 | 1.6 | 12.2 | 38.4 | 39.3 | 103.7 | N/A | N/A | 40.4 | 12.0 | 15.5 |
STOXX USA 500 ESG-X | 2.7 | 10.7 | 31.5 | 34.8 | 103.0 | N/A | N/A | 32.0 | 10.5 | 15.3 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
iSTOXX USA Megatrends ESG 30 | N/A | N/A | 15.4 | 21.1 | 23.6 | N/A | N/A | 2.0 | 0.5 | 0.6 |
STOXX USA 500 ESG-X | N/A | N/A | 12.3 | 18.1 | 21.8 | N/A | N/A | 2.1 | 0.5 | 0.6 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
iSTOXX USA Megatrends ESG 30 | 1.0 | 0.9 | 0.9 | 1.0 | 1.0 | 7.4 | 6.9 | 5.7 | 5.6 | 5.4 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
iSTOXX USA Megatrends ESG 30 | 1.5 | 1.3 | 1.2 | 1.1 | 1.1 | -1.8 | 0.9 | 1.0 | 0.3 | 0.0 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(USD, Net Return), all data as of March 29, 2024
ISTOXX INDICES
iSTOXX USA Megatrends ESG 30
Fundamentals
Index | Price/earnings incl. negative | Price/earnings excl. negative | Price/book | Dividend yield (%)3 | Price/sales | Price/cash flow | ||
---|---|---|---|---|---|---|---|---|
Trailing | Projected | Trailing | Projected | Trailing | Trailing | Trailing | ||
iSTOXX USA Megatrends ESG 30 | 34.1 | 24.8 | 34.1 | 34.1 | 7.0 | 1.5 | 3.9 | 32.3 |
STOXX USA 500 ESG-X | 30.3 | 23.3 | 28.6 | 28.6 | 5.4 | 1.3 | 3.0 | 34.6 |
Performance and annual returns
Methodology
The iSTOXX USA Megatrends ESG 30 Index tracks companies that are exposed to a defined set of megatrends in the USA. The index constituents are linked to one or more of the following themes: Digitalization and Robotics, Infrastructure and Ecological Transition, Wellbeing, Demographic Transformation. Final index screens select largest stocks in terms of free-float market capitalization.
Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the respective themes.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Price EUR | CH1213353522 | IXUSMVP | IXUSMVP INDEX | .IXUSMVP |
Net Return EUR | CH1213353498 | IXUSMVR | .IXUSMVR | |
Gross Return EUR | CH1213353514 | IXUSMVGR | IXUSMVGR INDEX | .IXUSMVGR |
Net Return USD | CH1213353480 | IXUSMVV | .IXUSMVV | |
Gross Return USD | CH1213353506 | IXUSMVGV | IXUSMVGV INDEX | .IXUSMVGV |
Price USD | CH1213353472 | IXUSMVL | IXUSMVL INDEX | .IXUSMVL |
Quick Facts
Weighting | Free-Float Market Capitalization |
Cap Factor | Min. 0.1% and Max. 6% |
No. of components | 30 |
Review frequency | Quarterly |
Calculation/distribution | Realtime 15 sec |
Calculation hours | 22:15:00 15:30:00 |
Base value/base date | 1000 as of March. 24, 2014 |
History | Available from Mar. 24, 2014 |
Inception date | November. 30, 2022 |
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet. |
ISTOXX INDICES
iSTOXX USA Megatrends ESG 30
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
UnitedHealth Group Inc. | Health Care | USA | 6.251% |
Microsoft Corp. | Technology | USA | 6.222% |
Apple Inc. | Technology | USA | 6.139% |
NVIDIA Corp. | Technology | USA | 5.899% |
BROADCOM | Technology | USA | 5.699% |
Home Depot Inc. | Retail | USA | 5.596% |
ADVANCED MICRO DEVICES | Technology | USA | 4.273% |
SALESFORCE INC. | Technology | USA | 4.273% |
Netflix Inc. | Media | USA | 3.852% |
Accenture PLC Cl A | Industrial Goods and Services | USA | 3.386% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of March 29, 2024